Regression Modeling with Actuarial and Financial Applications Paperback / softback
by Edward W. (University of Wisconsin, Madison) Frees
Part of the International Series on Actuarial Science series
Paperback / softback
- Information
Description
This text gives budding actuaries and financial analysts a foundation in multiple regression and time series.
They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications.
Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical techniques can be used to analyze real data of interest.
In addition to the fundamentals, this book describes several advanced statistical topics that are particularly relevant to actuarial and financial practice, including the analysis of longitudinal, two-part (frequency/severity), and fat-tailed data.
Datasets with detailed descriptions, sample statistical software scripts in 'R' and 'SAS', and tips on writing a statistical report, including sample projects, can be found on the book's Web site: http://research.bus.wisc.edu/RegActuaries.
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:584 pages, Worked examples or Exercises; 142 Tables, unspecified; 139 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:30/11/2009
- Category:
- ISBN:9780521135962
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:584 pages, Worked examples or Exercises; 142 Tables, unspecified; 139 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:30/11/2009
- Category:
- ISBN:9780521135962
